QPR-11568 move calibration instruments to init function

Author: pcaspers

OREAnalytics/orea/app/initbuilders.cpp

@@ -18,6 +18,10 @@
 
 #include <orea/app/initbuilders.hpp>
 
+#include <ored/model/calibrationinstrumentfactory.hpp>
+#include <ored/model/calibrationinstruments/cpicapfloor.hpp>
+#include <ored/model/calibrationinstruments/yoycapfloor.hpp>
+#include <ored/model/calibrationinstruments/yoyswap.hpp>
 #include <ored/portfolio/commoditylegdata.hpp>
 #include <ored/portfolio/durationadjustedcmslegdata.hpp>
 #include <ored/portfolio/equityfxlegdata.hpp>
@@ -30,6 +34,10 @@
 #define REG_LEGDATA(NAME, CLASS)                                                                                       \
     ore::data::LegDataFactory::instance().addBuilder(NAME, &ore::data::createLegData<CLASS>);
 
+#define REG_CALIBRATION_INSTR(NAME, CLASS)                                                                             \
+    ore::data::CalibrationInstrumentFactory::instance().addBuilder(NAME,                                               \
+                                                                   &ore::data::createCalibrationInstrument<CLASS>);
+
 namespace ore::analytics {
 
 void initBuilders() {
@@ -60,6 +68,10 @@ void initBuilders() {
     REG_LEGDATA("CommodityFloating", ore::data::CommodityFloatingLegData)
     REG_LEGDATA("DurationAdjustedCMS", ore::data::DurationAdjustedCmsLegData)
     REG_LEGDATA("EquityMargin", ore::data::EquityMarginLegData)
+
+    REG_CALIBRATION_INSTR("CpiCapFloor", ore::data::CpiCapFloor);
+    REG_CALIBRATION_INSTR("YoYCapFloor", ore::data::YoYCapFloor);
+    REG_CALIBRATION_INSTR("YoYSwap", ore::data::YoYSwap);
 }
 
 } // namespace ore::analytics

OREData/ored/model/calibrationinstrumentfactory.hpp

@@ -95,38 +95,5 @@ class CalibrationInstrumentFactory
     map_type map_;
 };
 
-/*! Calibration instrument registration class
-
-    This class is used in any class derived from \c CalibrationInstrument to register itself with the 
-    \c CalibrationInstrumentFactory so that it can be built via a call to 
-    <code>CalibrationInstrumentFactory::instance().build(const std::string& instrumentType)</code>.
-
-    As a concrete example, a \c CpiCapFloor class derived from \c CalibrationInstrument should have the following form
-    in order to register it with the \c CalibrationInstrumentFactory:
-
-    In cpicapfloor.hpp
-    \code{.cpp}
-    class CpiCapFloor : public CalibrationInstrument {
-    public:
-    private:
-        static CalibrationInstrumentRegister<CpiCapFloor> reg_;
-    }
-    \endcode
-
-    In cpicapfloor.cpp
-    \code{.cpp}
-    CalibrationInstrumentRegister<CpiCapFloor> CpiCapFloor::reg_("CpiCapFloor");
-    \endcode
-
-    \ingroup models
-*/
-template <class T> struct CalibrationInstrumentRegister {
-public:
-    CalibrationInstrumentRegister(const std::string& instrumentType) {
-        CalibrationInstrumentFactory::instance().addBuilder(
-            instrumentType, &createCalibrationInstrument<T>);
-    }
-};
-
 }
 }

OREData/ored/model/calibrationinstruments/cpicapfloor.cpp

@@ -27,8 +27,6 @@ using QuantLib::Period;
 namespace ore {
 namespace data {
 
-CalibrationInstrumentRegister<CpiCapFloor> CpiCapFloor::reg_("CpiCapFloor");
-
 CpiCapFloor::CpiCapFloor() : CalibrationInstrument("CpiCapFloor"), type_(CapFloor::Floor) {}
 
 CpiCapFloor::CpiCapFloor(CapFloor::Type type,

OREData/ored/model/calibrationinstruments/cpicapfloor.hpp

@@ -64,8 +64,6 @@ class CpiCapFloor : public CalibrationInstrument {
     QuantLib::CapFloor::Type type_;
     boost::variant<QuantLib::Date, QuantLib::Period> maturity_;
     boost::shared_ptr<BaseStrike> strike_;
-
-    static CalibrationInstrumentRegister<CpiCapFloor> reg_;
 };
 
 } // namespace data

OREData/ored/model/calibrationinstruments/yoycapfloor.cpp

@@ -26,8 +26,6 @@ using QuantLib::YoYInflationCapFloor;
 namespace ore {
 namespace data {
 
-CalibrationInstrumentRegister<YoYCapFloor> YoYCapFloor::reg_("YoYCapFloor");
-
 YoYCapFloor::YoYCapFloor() 
  : CalibrationInstrument("YoYCapFloor"), type_(YoYInflationCapFloor::Floor) {}
 

OREData/ored/model/calibrationinstruments/yoycapfloor.hpp

@@ -61,8 +61,6 @@ class YoYCapFloor : public CalibrationInstrument {
     QuantLib::YoYInflationCapFloor::Type type_;
     QuantLib::Period tenor_;
     boost::shared_ptr<BaseStrike> strike_;
-
-    static CalibrationInstrumentRegister<YoYCapFloor> reg_;
 };
 
 }

OREData/ored/model/calibrationinstruments/yoyswap.cpp

@@ -25,8 +25,6 @@ using QuantLib::Period;
 namespace ore {
 namespace data {
 
-CalibrationInstrumentRegister<YoYSwap> YoYSwap::reg_("YoYSwap");
-
 YoYSwap::YoYSwap() : CalibrationInstrument("YoYSwap") {}
 
 YoYSwap::YoYSwap(const Period& tenor)

OREData/ored/model/calibrationinstruments/yoyswap.hpp

@@ -53,8 +53,6 @@ class YoYSwap : public CalibrationInstrument {
 
 private:
     QuantLib::Period tenor_;
-
-    static CalibrationInstrumentRegister<YoYSwap> reg_;
 };
 
 }